-21.4%
PFE vs RSG
+90.2%
-111.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +2.7% | +3.7% | -1.0% | +1.7% |
| 3M | +10.0% | +6.2% | +3.8% | +8.1% |
| 6M | +7.2% | -2.8% | +9.9% | +7.8% |
| YTD | +17.3% | +5.9% | +11.4% | +15.1% |
| 1Y | +20.3% | -1.8% | +22.1% | +20.6% |
| 3Y | -1.6% | +57.5% | -59.1% | -15.6% |
| 5Y | -21.4% | +91.1% | -112.4% | -39.8% |
| All | -21.4% | +90.2% | -111.6% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling